+1,407.5%
RF vs VSH
+1,132.9%
+274.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -14.8% | +12.6% | +2.2% |
| 7D | -1.6% | -25.2% | +23.6% | +6.3% |
| 30D | +5.0% | -41.8% | +46.8% | +21.1% |
| 3M | -10.0% | -33.4% | +23.4% | -1.2% |
| 6M | +3.3% | -31.0% | +34.4% | +6.2% |
| YTD | +7.9% | +53.6% | -45.6% | -14.5% |
| 1Y | +21.2% | +46.3% | -25.1% | -2.7% |
| 3Y | +105.8% | -1.0% | +106.8% | +78.5% |
| 5Y | +43.7% | +18.6% | +25.1% | +16.9% |
| 10Y | +289.4% | +91.7% | +197.8% | +176.8% |
| All | +1,407.5% | +1,132.9% | +274.7% | +547.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling